@tradingaction/indicators 2.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +24 -0
- package/README.md +5 -0
- package/lib/calculator/atr.d.ts +18 -0
- package/lib/calculator/atr.js +51 -0
- package/lib/calculator/atr.js.map +1 -0
- package/lib/calculator/bollingerband.d.ts +14 -0
- package/lib/calculator/bollingerband.js +72 -0
- package/lib/calculator/bollingerband.js.map +1 -0
- package/lib/calculator/change.d.ts +14 -0
- package/lib/calculator/change.js +30 -0
- package/lib/calculator/change.js.map +1 -0
- package/lib/calculator/compare.d.ts +10 -0
- package/lib/calculator/compare.js +50 -0
- package/lib/calculator/compare.js.map +1 -0
- package/lib/calculator/defaultOptionsForComputation.d.ts +91 -0
- package/lib/calculator/defaultOptionsForComputation.js +100 -0
- package/lib/calculator/defaultOptionsForComputation.js.map +1 -0
- package/lib/calculator/elderRay.d.ts +23 -0
- package/lib/calculator/elderRay.js +69 -0
- package/lib/calculator/elderRay.js.map +1 -0
- package/lib/calculator/ema.d.ts +12 -0
- package/lib/calculator/ema.js +73 -0
- package/lib/calculator/ema.js.map +1 -0
- package/lib/calculator/forceIndex.d.ts +12 -0
- package/lib/calculator/forceIndex.js +27 -0
- package/lib/calculator/forceIndex.js.map +1 -0
- package/lib/calculator/heikinAshi.d.ts +4 -0
- package/lib/calculator/heikinAshi.js +30 -0
- package/lib/calculator/heikinAshi.js.map +1 -0
- package/lib/calculator/index.d.ts +19 -0
- package/lib/calculator/index.js +20 -0
- package/lib/calculator/index.js.map +1 -0
- package/lib/calculator/kagi.d.ts +11 -0
- package/lib/calculator/kagi.js +200 -0
- package/lib/calculator/kagi.js.map +1 -0
- package/lib/calculator/macd.d.ts +18 -0
- package/lib/calculator/macd.js +57 -0
- package/lib/calculator/macd.js.map +1 -0
- package/lib/calculator/pointAndFigure.d.ts +10 -0
- package/lib/calculator/pointAndFigure.js +215 -0
- package/lib/calculator/pointAndFigure.js.map +1 -0
- package/lib/calculator/renko.d.ts +12 -0
- package/lib/calculator/renko.js +170 -0
- package/lib/calculator/renko.js.map +1 -0
- package/lib/calculator/rsi.d.ts +12 -0
- package/lib/calculator/rsi.js +87 -0
- package/lib/calculator/rsi.js.map +1 -0
- package/lib/calculator/sar.d.ts +12 -0
- package/lib/calculator/sar.js +87 -0
- package/lib/calculator/sar.js.map +1 -0
- package/lib/calculator/sma.d.ts +12 -0
- package/lib/calculator/sma.js +27 -0
- package/lib/calculator/sma.js.map +1 -0
- package/lib/calculator/smoothedForceIndex.d.ts +13 -0
- package/lib/calculator/smoothedForceIndex.js +40 -0
- package/lib/calculator/smoothedForceIndex.js.map +1 -0
- package/lib/calculator/sto.d.ts +19 -0
- package/lib/calculator/sto.js +91 -0
- package/lib/calculator/sto.js.map +1 -0
- package/lib/calculator/tma.d.ts +12 -0
- package/lib/calculator/tma.js +66 -0
- package/lib/calculator/tma.js.map +1 -0
- package/lib/calculator/wma.d.ts +12 -0
- package/lib/calculator/wma.js +33 -0
- package/lib/calculator/wma.js.map +1 -0
- package/lib/index.d.ts +1 -0
- package/lib/index.js +2 -0
- package/lib/index.js.map +1 -0
- package/lib/indicator/algorithm.d.ts +10 -0
- package/lib/indicator/algorithm.js +35 -0
- package/lib/indicator/algorithm.js.map +1 -0
- package/lib/indicator/atr.d.ts +26 -0
- package/lib/indicator/atr.js +27 -0
- package/lib/indicator/atr.js.map +1 -0
- package/lib/indicator/baseIndicator.d.ts +16 -0
- package/lib/indicator/baseIndicator.js +59 -0
- package/lib/indicator/baseIndicator.js.map +1 -0
- package/lib/indicator/bollingerBand.d.ts +24 -0
- package/lib/indicator/bollingerBand.js +27 -0
- package/lib/indicator/bollingerBand.js.map +1 -0
- package/lib/indicator/change.d.ts +24 -0
- package/lib/indicator/change.js +25 -0
- package/lib/indicator/change.js.map +1 -0
- package/lib/indicator/compare.d.ts +24 -0
- package/lib/indicator/compare.js +29 -0
- package/lib/indicator/compare.js.map +1 -0
- package/lib/indicator/defaultOptionsForAppearance.d.ts +105 -0
- package/lib/indicator/defaultOptionsForAppearance.js +77 -0
- package/lib/indicator/defaultOptionsForAppearance.js.map +1 -0
- package/lib/indicator/elderImpulse.d.ts +7 -0
- package/lib/indicator/elderImpulse.js +61 -0
- package/lib/indicator/elderImpulse.js.map +1 -0
- package/lib/indicator/elderRay.d.ts +24 -0
- package/lib/indicator/elderRay.js +29 -0
- package/lib/indicator/elderRay.js.map +1 -0
- package/lib/indicator/ema.d.ts +24 -0
- package/lib/indicator/ema.js +29 -0
- package/lib/indicator/ema.js.map +1 -0
- package/lib/indicator/forceIndex.d.ts +24 -0
- package/lib/indicator/forceIndex.js +29 -0
- package/lib/indicator/forceIndex.js.map +1 -0
- package/lib/indicator/heikinAshi.d.ts +3 -0
- package/lib/indicator/heikinAshi.js +28 -0
- package/lib/indicator/heikinAshi.js.map +1 -0
- package/lib/indicator/index.d.ts +23 -0
- package/lib/indicator/index.js +24 -0
- package/lib/indicator/index.js.map +1 -0
- package/lib/indicator/kagi.d.ts +11 -0
- package/lib/indicator/kagi.js +13 -0
- package/lib/indicator/kagi.js.map +1 -0
- package/lib/indicator/macd.d.ts +24 -0
- package/lib/indicator/macd.js +32 -0
- package/lib/indicator/macd.js.map +1 -0
- package/lib/indicator/pointAndFigure.d.ts +10 -0
- package/lib/indicator/pointAndFigure.js +13 -0
- package/lib/indicator/pointAndFigure.js.map +1 -0
- package/lib/indicator/renko.d.ts +12 -0
- package/lib/indicator/renko.js +13 -0
- package/lib/indicator/renko.js.map +1 -0
- package/lib/indicator/rsi.d.ts +24 -0
- package/lib/indicator/rsi.js +29 -0
- package/lib/indicator/rsi.js.map +1 -0
- package/lib/indicator/sar.d.ts +24 -0
- package/lib/indicator/sar.js +29 -0
- package/lib/indicator/sar.js.map +1 -0
- package/lib/indicator/sma.d.ts +24 -0
- package/lib/indicator/sma.js +29 -0
- package/lib/indicator/sma.js.map +1 -0
- package/lib/indicator/stochasticOscillator.d.ts +24 -0
- package/lib/indicator/stochasticOscillator.js +27 -0
- package/lib/indicator/stochasticOscillator.js.map +1 -0
- package/lib/indicator/tma.d.ts +24 -0
- package/lib/indicator/tma.js +29 -0
- package/lib/indicator/tma.js.map +1 -0
- package/lib/indicator/wma.d.ts +24 -0
- package/lib/indicator/wma.js +29 -0
- package/lib/indicator/wma.js.map +1 -0
- package/lib/utils/functor.d.ts +1 -0
- package/lib/utils/functor.js +4 -0
- package/lib/utils/functor.js.map +1 -0
- package/lib/utils/identity.d.ts +1 -0
- package/lib/utils/identity.js +2 -0
- package/lib/utils/identity.js.map +1 -0
- package/lib/utils/index.d.ts +8 -0
- package/lib/utils/index.js +9 -0
- package/lib/utils/index.js.map +1 -0
- package/lib/utils/mappedSlidingWindow.d.ts +15 -0
- package/lib/utils/mappedSlidingWindow.js +77 -0
- package/lib/utils/mappedSlidingWindow.js.map +1 -0
- package/lib/utils/merge.d.ts +11 -0
- package/lib/utils/merge.js +70 -0
- package/lib/utils/merge.js.map +1 -0
- package/lib/utils/path.d.ts +1 -0
- package/lib/utils/path.js +15 -0
- package/lib/utils/path.js.map +1 -0
- package/lib/utils/rebind.d.ts +1 -0
- package/lib/utils/rebind.js +18 -0
- package/lib/utils/rebind.js.map +1 -0
- package/lib/utils/slidingWindow.d.ts +19 -0
- package/lib/utils/slidingWindow.js +111 -0
- package/lib/utils/slidingWindow.js.map +1 -0
- package/lib/utils/zipper.d.ts +7 -0
- package/lib/utils/zipper.js +36 -0
- package/lib/utils/zipper.js.map +1 -0
- package/package.json +49 -0
- package/src/calculator/atr.ts +88 -0
- package/src/calculator/bollingerband.ts +102 -0
- package/src/calculator/change.ts +53 -0
- package/src/calculator/compare.ts +68 -0
- package/src/calculator/defaultOptionsForComputation.ts +117 -0
- package/src/calculator/elderRay.ts +90 -0
- package/src/calculator/ema.ts +92 -0
- package/src/calculator/forceIndex.ts +43 -0
- package/src/calculator/heikinAshi.ts +38 -0
- package/src/calculator/index.ts +19 -0
- package/src/calculator/kagi.ts +249 -0
- package/src/calculator/macd.ts +90 -0
- package/src/calculator/pointAndFigure.ts +255 -0
- package/src/calculator/renko.ts +227 -0
- package/src/calculator/rsi.ts +114 -0
- package/src/calculator/sar.ts +117 -0
- package/src/calculator/sma.ts +41 -0
- package/src/calculator/smoothedForceIndex.ts +53 -0
- package/src/calculator/sto.ts +118 -0
- package/src/calculator/tma.ts +82 -0
- package/src/calculator/wma.ts +49 -0
- package/src/index.ts +1 -0
- package/src/indicator/algorithm.ts +53 -0
- package/src/indicator/atr.ts +58 -0
- package/src/indicator/baseIndicator.ts +97 -0
- package/src/indicator/bollingerBand.ts +55 -0
- package/src/indicator/change.ts +51 -0
- package/src/indicator/compare.ts +57 -0
- package/src/indicator/defaultOptionsForAppearance.ts +77 -0
- package/src/indicator/elderImpulse.ts +73 -0
- package/src/indicator/elderRay.ts +56 -0
- package/src/indicator/ema.ts +58 -0
- package/src/indicator/forceIndex.ts +57 -0
- package/src/indicator/heikinAshi.ts +35 -0
- package/src/indicator/index.ts +25 -0
- package/src/indicator/kagi.ts +18 -0
- package/src/indicator/macd.ts +60 -0
- package/src/indicator/pointAndFigure.ts +18 -0
- package/src/indicator/renko.ts +18 -0
- package/src/indicator/rsi.ts +58 -0
- package/src/indicator/sar.ts +56 -0
- package/src/indicator/sma.ts +57 -0
- package/src/indicator/stochasticOscillator.ts +56 -0
- package/src/indicator/tma.ts +57 -0
- package/src/indicator/wma.ts +58 -0
- package/src/utils/functor.ts +3 -0
- package/src/utils/identity.ts +1 -0
- package/src/utils/index.ts +8 -0
- package/src/utils/mappedSlidingWindow.ts +95 -0
- package/src/utils/merge.ts +93 -0
- package/src/utils/path.ts +16 -0
- package/src/utils/rebind.ts +19 -0
- package/src/utils/slidingWindow.ts +142 -0
- package/src/utils/zipper.ts +45 -0
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/*
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https://github.com/ScottLogic/d3fc/blob/master/src/indicator/algorithm/calculator/exponentialMovingAverage.js
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The MIT License (MIT)
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Copyright (c) 2014-2015 Scott Logic Ltd.
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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*/
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import { path } from "../utils";
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import { EMA as defaultOptions } from "./defaultOptionsForComputation";
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export default function () {
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let options = defaultOptions;
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const calculator = (data) => {
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const { windowSize, sourcePath } = options;
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const source = path(sourcePath);
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const alpha = 2 / (windowSize + 1);
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let previous;
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let initialAccumulator = 0;
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let skip = 0;
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return data.map(function (d, i) {
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const v = source(d, i);
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if (previous === undefined && v === undefined) {
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skip++;
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return undefined;
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}
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else if (i < windowSize + skip - 1) {
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initialAccumulator += v;
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return undefined;
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}
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else if (i === windowSize + skip - 1) {
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initialAccumulator += v;
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const initialValue = initialAccumulator / windowSize;
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previous = initialValue;
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return initialValue;
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}
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else {
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const nextValue = v * alpha + (1 - alpha) * previous;
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previous = nextValue;
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}
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});
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};
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const { windowSize } = options;
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return windowSize - 1;
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};
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calculator.options = (newOptions) => {
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return options;
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}
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options = Object.assign(Object.assign({}, defaultOptions), newOptions);
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return calculator;
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};
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return calculator;
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}
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//# sourceMappingURL=ema.js.map
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{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/calculator/ema.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;EAwBE;AAEF,OAAO,EAAE,IAAI,EAAE,MAAM,UAAU,CAAC;AAChC,OAAO,EAAE,GAAG,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AAcvE,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAe,cAAc,CAAC;IAEzC,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAE3C,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAChC,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,CAAC;QACnC,IAAI,QAAa,CAAC;QAClB,IAAI,kBAAkB,GAAG,CAAC,CAAC;QAC3B,IAAI,IAAI,GAAG,CAAC,CAAC;QAEb,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC;YAC1B,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;YACvB,IAAI,QAAQ,KAAK,SAAS,IAAI,CAAC,KAAK,SAAS,EAAE;gBAC3C,IAAI,EAAE,CAAC;gBACP,OAAO,SAAS,CAAC;aACpB;iBAAM,IAAI,CAAC,GAAG,UAAU,GAAG,IAAI,GAAG,CAAC,EAAE;gBAClC,kBAAkB,IAAI,CAAC,CAAC;gBACxB,OAAO,SAAS,CAAC;aACpB;iBAAM,IAAI,CAAC,KAAK,UAAU,GAAG,IAAI,GAAG,CAAC,EAAE;gBACpC,kBAAkB,IAAI,CAAC,CAAC;gBACxB,MAAM,YAAY,GAAG,kBAAkB,GAAG,UAAU,CAAC;gBACrD,QAAQ,GAAG,YAAY,CAAC;gBACxB,OAAO,YAAY,CAAC;aACvB;iBAAM;gBACH,MAAM,SAAS,GAAG,CAAC,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,GAAG,QAAQ,CAAC;gBACrD,QAAQ,GAAG,SAAS,CAAC;gBACrB,OAAO,SAAS,CAAC;aACpB;QACL,CAAC,CAAC,CAAC;IACP,CAAC,CAAC;IAEF,UAAU,CAAC,eAAe,GAAG,GAAG,EAAE;QAC9B,MAAM,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAE/B,OAAO,UAAU,GAAG,CAAC,CAAC;IAC1B,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAAuB,EAAE,EAAE;QAC7C,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAA2B,CAAC;AACvC,CAAC"}
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export interface ForceIndexOptions {
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readonly sourcePath: string;
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readonly volumePath: string;
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}
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export default function (): {
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(data: any[]): any[];
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options(newOptions?: ForceIndexOptions): {
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volumePath: string;
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} | any;
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};
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import { path, slidingWindow } from "../utils";
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import { ForceIndex as defaultOptions } from "./defaultOptionsForComputation";
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export default function () {
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const calculator = (data) => {
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const { sourcePath, volumePath } = options;
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const source = path(sourcePath);
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const volume = path(volumePath);
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const forceIndexCalulator = slidingWindow()
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.windowSize(2)
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.accumulator(([prev, curr]) => (source(curr) - source(prev)) * volume(curr));
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const forceIndex = forceIndexCalulator(data);
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return forceIndex;
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};
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calculator.undefinedLength = () => {
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return 2;
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};
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}
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options = Object.assign(Object.assign({}, defaultOptions), newOptions);
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return calculator;
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};
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return calculator;
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}
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{"version":3,"file":"forceIndex.js","sourceRoot":"","sources":["../../src/calculator/forceIndex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,aAAa,EAAE,MAAM,UAAU,CAAC;AAC/C,OAAO,EAAE,UAAU,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AAO9E,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAG,cAAc,CAAC;IAE7B,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAE3C,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAEhC,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAEhC,MAAM,mBAAmB,GAAG,aAAa,EAAE;aACtC,UAAU,CAAC,CAAC,CAAC;aACb,WAAW,CAAC,CAAC,CAAC,IAAI,EAAE,IAAI,CAAM,EAAE,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,UAAU,GAAG,mBAAmB,CAAC,IAAI,CAAC,CAAC;QAE7C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,UAAU,CAAC,eAAe,GAAG,GAAG,EAAE;QAC9B,OAAO,CAAC,CAAC;IACb,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAA8B,EAAE,EAAE;QACpD,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAAU,CAAC;AACtB,CAAC"}
|
|
@@ -0,0 +1,30 @@
|
|
|
1
|
+
import { mappedSlidingWindow } from "../utils";
|
|
2
|
+
export default function () {
|
|
3
|
+
let source = (x) => x;
|
|
4
|
+
const calculator = (data) => {
|
|
5
|
+
const algorithm = mappedSlidingWindow()
|
|
6
|
+
.windowSize(2)
|
|
7
|
+
.undefinedValue(({ open, high, low, close }) => {
|
|
8
|
+
close = (open + high + low + close) / 4;
|
|
9
|
+
return { open, high, low, close };
|
|
10
|
+
})
|
|
11
|
+
.accumulator(([prev, now]) => {
|
|
12
|
+
const { date, volume } = now;
|
|
13
|
+
const close = (now.open + now.high + now.low + now.close) / 4;
|
|
14
|
+
const open = (prev.open + prev.close) / 2;
|
|
15
|
+
const high = Math.max(open, now.high, close);
|
|
16
|
+
const low = Math.min(open, now.low, close);
|
|
17
|
+
return { date, open, high, low, close, volume };
|
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18
|
+
});
|
|
19
|
+
return algorithm(data);
|
|
20
|
+
};
|
|
21
|
+
calculator.source = (newSource) => {
|
|
22
|
+
if (newSource === undefined) {
|
|
23
|
+
return source;
|
|
24
|
+
}
|
|
25
|
+
source = newSource;
|
|
26
|
+
return calculator;
|
|
27
|
+
};
|
|
28
|
+
return calculator;
|
|
29
|
+
}
|
|
30
|
+
//# sourceMappingURL=heikinAshi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"heikinAshi.js","sourceRoot":"","sources":["../../src/calculator/heikinAshi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AAE/C,MAAM,CAAC,OAAO;IACV,IAAI,MAAM,GAAG,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC;IAE3B,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,SAAS,GAAG,mBAAmB,EAAE;aAClC,UAAU,CAAC,CAAC,CAAC;aACb,cAAc,CACX,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAA8D,EAAE,EAAE;YACvF,KAAK,GAAG,CAAC,IAAI,GAAG,IAAI,GAAG,GAAG,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC;YACxC,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC;QACtC,CAAC,CACJ;aACA,WAAW,CAAC,CAAC,CAAC,IAAI,EAAE,GAAG,CAAM,EAAE,EAAE;YAC9B,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC;YAC7B,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;YAC9D,MAAM,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;YAC1C,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;YAC7C,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;YAC3C,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC;QACpD,CAAC,CAAC,CAAC;QAEP,OAAO,SAAS,CAAC,IAAI,CAAC,CAAC;IAC3B,CAAC,CAAC;IAEF,UAAU,CAAC,MAAM,GAAG,CAAC,SAAe,EAAE,EAAE;QACpC,IAAI,SAAS,KAAK,SAAS,EAAE;YACzB,OAAO,MAAM,CAAC;SACjB;QAED,MAAM,GAAG,SAAS,CAAC;QAEnB,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAAU,CAAC;AACtB,CAAC"}
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
export { default as ema } from "./ema";
|
|
2
|
+
export { default as sma } from "./sma";
|
|
3
|
+
export { default as wma } from "./wma";
|
|
4
|
+
export { default as tma } from "./tma";
|
|
5
|
+
export { default as bollingerband } from "./bollingerband";
|
|
6
|
+
export { default as heikinAshi } from "./heikinAshi";
|
|
7
|
+
export { default as kagi } from "./kagi";
|
|
8
|
+
export { default as pointAndFigure } from "./pointAndFigure";
|
|
9
|
+
export { default as renko } from "./renko";
|
|
10
|
+
export { default as macd } from "./macd";
|
|
11
|
+
export { default as rsi } from "./rsi";
|
|
12
|
+
export { default as sto } from "./sto";
|
|
13
|
+
export { default as atr } from "./atr";
|
|
14
|
+
export { default as forceIndex } from "./forceIndex";
|
|
15
|
+
export { default as smoothedForceIndex } from "./smoothedForceIndex";
|
|
16
|
+
export { default as elderRay } from "./elderRay";
|
|
17
|
+
export { default as sar } from "./sar";
|
|
18
|
+
export { default as compare } from "./compare";
|
|
19
|
+
export { default as change } from "./change";
|
|
@@ -0,0 +1,20 @@
|
|
|
1
|
+
export { default as ema } from "./ema";
|
|
2
|
+
export { default as sma } from "./sma";
|
|
3
|
+
export { default as wma } from "./wma";
|
|
4
|
+
export { default as tma } from "./tma";
|
|
5
|
+
export { default as bollingerband } from "./bollingerband";
|
|
6
|
+
export { default as heikinAshi } from "./heikinAshi";
|
|
7
|
+
export { default as kagi } from "./kagi";
|
|
8
|
+
export { default as pointAndFigure } from "./pointAndFigure";
|
|
9
|
+
export { default as renko } from "./renko";
|
|
10
|
+
export { default as macd } from "./macd";
|
|
11
|
+
export { default as rsi } from "./rsi";
|
|
12
|
+
export { default as sto } from "./sto";
|
|
13
|
+
export { default as atr } from "./atr";
|
|
14
|
+
export { default as forceIndex } from "./forceIndex";
|
|
15
|
+
export { default as smoothedForceIndex } from "./smoothedForceIndex";
|
|
16
|
+
export { default as elderRay } from "./elderRay";
|
|
17
|
+
export { default as sar } from "./sar";
|
|
18
|
+
export { default as compare } from "./compare";
|
|
19
|
+
export { default as change } from "./change";
|
|
20
|
+
//# sourceMappingURL=index.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/calculator/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAC3D,OAAO,EAAE,OAAO,IAAI,UAAU,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAE,OAAO,IAAI,IAAI,EAAE,MAAM,QAAQ,CAAC;AACzC,OAAO,EAAE,OAAO,IAAI,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,OAAO,IAAI,KAAK,EAAE,MAAM,SAAS,CAAC;AAC3C,OAAO,EAAE,OAAO,IAAI,IAAI,EAAE,MAAM,QAAQ,CAAC;AACzC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,UAAU,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAE,OAAO,IAAI,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AACrE,OAAO,EAAE,OAAO,IAAI,QAAQ,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,OAAO,EAAE,MAAM,WAAW,CAAC;AAC/C,OAAO,EAAE,OAAO,IAAI,MAAM,EAAE,MAAM,UAAU,CAAC"}
|
|
@@ -0,0 +1,11 @@
|
|
|
1
|
+
export default function (): {
|
|
2
|
+
(data: any[]): any[];
|
|
3
|
+
options(newOptions?: any): {
|
|
4
|
+
reversalType: string;
|
|
5
|
+
windowSize: number;
|
|
6
|
+
reversal: number;
|
|
7
|
+
sourcePath: string;
|
|
8
|
+
} | any;
|
|
9
|
+
dateMutator(newDateMutator?: any): ((d: any, date: any) => void) | any;
|
|
10
|
+
dateAccessor(newDateAccessor?: any): ((d: any) => any) | any;
|
|
11
|
+
};
|
|
@@ -0,0 +1,200 @@
|
|
|
1
|
+
import { functor, merge, path } from "../utils";
|
|
2
|
+
import atr from "./atr";
|
|
3
|
+
import { Kagi as defaultOptions } from "./defaultOptionsForComputation";
|
|
4
|
+
export default function () {
|
|
5
|
+
let options = defaultOptions;
|
|
6
|
+
let dateAccessor = (d) => d.date;
|
|
7
|
+
let dateMutator = (d, date) => {
|
|
8
|
+
d.date = date;
|
|
9
|
+
};
|
|
10
|
+
const calculator = (data) => {
|
|
11
|
+
const { reversalType, windowSize, reversal, sourcePath } = options;
|
|
12
|
+
const source = path(sourcePath);
|
|
13
|
+
let reversalThreshold;
|
|
14
|
+
if (reversalType === "ATR") {
|
|
15
|
+
const atrAlgorithm = atr().options({ windowSize });
|
|
16
|
+
const atrCalculator = merge()
|
|
17
|
+
.algorithm(atrAlgorithm)
|
|
18
|
+
.merge((d, c) => {
|
|
19
|
+
d["atr" + windowSize] = c;
|
|
20
|
+
});
|
|
21
|
+
atrCalculator(data);
|
|
22
|
+
reversalThreshold = (d) => d["atr" + windowSize];
|
|
23
|
+
}
|
|
24
|
+
else {
|
|
25
|
+
reversalThreshold = functor(reversal);
|
|
26
|
+
}
|
|
27
|
+
const kagiData = [];
|
|
28
|
+
let prevPeak;
|
|
29
|
+
let prevTrough;
|
|
30
|
+
let direction;
|
|
31
|
+
let line = {};
|
|
32
|
+
data.forEach(function (d) {
|
|
33
|
+
if (line.from === undefined) {
|
|
34
|
+
dateMutator(line, dateAccessor(d));
|
|
35
|
+
line.from = dateAccessor(d);
|
|
36
|
+
if (!line.open) {
|
|
37
|
+
line.open = d.open;
|
|
38
|
+
}
|
|
39
|
+
line.high = d.high;
|
|
40
|
+
line.low = d.low;
|
|
41
|
+
if (!line.close) {
|
|
42
|
+
line.close = source(d);
|
|
43
|
+
}
|
|
44
|
+
line.startOfYear = d.startOfYear;
|
|
45
|
+
line.startOfQuarter = d.startOfQuarter;
|
|
46
|
+
line.startOfMonth = d.startOfMonth;
|
|
47
|
+
line.startOfWeek = d.startOfWeek;
|
|
48
|
+
}
|
|
49
|
+
if (!line.startOfYear) {
|
|
50
|
+
line.startOfYear = d.startOfYear;
|
|
51
|
+
if (line.startOfYear) {
|
|
52
|
+
line.date = d.date;
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
if (!line.startOfQuarter) {
|
|
56
|
+
line.startOfQuarter = d.startOfQuarter;
|
|
57
|
+
if (line.startOfQuarter && !line.startOfYear) {
|
|
58
|
+
line.date = d.date;
|
|
59
|
+
}
|
|
60
|
+
}
|
|
61
|
+
if (!line.startOfMonth) {
|
|
62
|
+
line.startOfMonth = d.startOfMonth;
|
|
63
|
+
if (line.startOfMonth && !line.startOfQuarter) {
|
|
64
|
+
line.date = d.date;
|
|
65
|
+
}
|
|
66
|
+
}
|
|
67
|
+
if (!line.startOfWeek) {
|
|
68
|
+
line.startOfWeek = d.startOfWeek;
|
|
69
|
+
if (line.startOfWeek && !line.startOfMonth) {
|
|
70
|
+
line.date = d.date;
|
|
71
|
+
}
|
|
72
|
+
}
|
|
73
|
+
line.volume = (line.volume || 0) + d.volume;
|
|
74
|
+
// @ts-ignore
|
|
75
|
+
line.high = Math.max(line.high, d.high);
|
|
76
|
+
// @ts-ignore
|
|
77
|
+
line.low = Math.min(line.low, d.low);
|
|
78
|
+
line.to = dateAccessor(d);
|
|
79
|
+
// @ts-ignore
|
|
80
|
+
const priceMovement = source(d) - line.close;
|
|
81
|
+
if (
|
|
82
|
+
// @ts-ignore
|
|
83
|
+
(line.close >= line.open /* going up */ && priceMovement > 0) /* and moving in same direction */ ||
|
|
84
|
+
// @ts-ignore
|
|
85
|
+
(line.close < line.open /* going down */ && priceMovement < 0) /* and moving in same direction */) {
|
|
86
|
+
line.close = source(d);
|
|
87
|
+
// @ts-ignore
|
|
88
|
+
if (prevTrough && line.close < prevTrough) {
|
|
89
|
+
// going below the prevTrough, so change from yang to yin
|
|
90
|
+
// A yin line forms when a Kagi line breaks below the prior trough.
|
|
91
|
+
line.changePoint = prevTrough;
|
|
92
|
+
if (line.startAs !== "yin") {
|
|
93
|
+
line.changeTo = "yin";
|
|
94
|
+
// line.startAs = "yang";
|
|
95
|
+
}
|
|
96
|
+
}
|
|
97
|
+
// @ts-ignore
|
|
98
|
+
if (prevPeak && line.close > prevPeak) {
|
|
99
|
+
// going above the prevPeak, so change from yin to yang
|
|
100
|
+
// A yang line forms when a Kagi line breaks above the prior peak
|
|
101
|
+
line.changePoint = prevPeak;
|
|
102
|
+
if (line.startAs !== "yang") {
|
|
103
|
+
line.changeTo = "yang";
|
|
104
|
+
// line.startAs = "yin";
|
|
105
|
+
}
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
else if (
|
|
109
|
+
// @ts-ignore
|
|
110
|
+
(line.close >= line.open /* going up */ &&
|
|
111
|
+
priceMovement < 0 /* and moving in other direction */ &&
|
|
112
|
+
Math.abs(priceMovement) > reversalThreshold(d)) /* and the movement is big enough for reversal */ ||
|
|
113
|
+
// @ts-ignore
|
|
114
|
+
(line.close < line.open /* going down */ &&
|
|
115
|
+
priceMovement > 0 /* and moving in other direction */ &&
|
|
116
|
+
/* and the movement is big enough for reversal */
|
|
117
|
+
Math.abs(priceMovement) > reversalThreshold(d))) {
|
|
118
|
+
// reverse direction
|
|
119
|
+
const nextLineOpen = line.close;
|
|
120
|
+
// @ts-ignore
|
|
121
|
+
direction = (line.close - line.open) / Math.abs(line.close - line.open);
|
|
122
|
+
let nextChangePoint;
|
|
123
|
+
let nextChangeTo;
|
|
124
|
+
if (direction < 0 /* if direction so far has been -ve*/) {
|
|
125
|
+
// compare with line.close becomes prevTrough
|
|
126
|
+
if (prevPeak === undefined) {
|
|
127
|
+
prevPeak = line.open;
|
|
128
|
+
}
|
|
129
|
+
prevTrough = line.close;
|
|
130
|
+
if (source(d) > prevPeak) {
|
|
131
|
+
nextChangePoint = prevPeak;
|
|
132
|
+
nextChangeTo = "yang";
|
|
133
|
+
}
|
|
134
|
+
}
|
|
135
|
+
else {
|
|
136
|
+
if (prevTrough === undefined) {
|
|
137
|
+
prevTrough = line.open;
|
|
138
|
+
}
|
|
139
|
+
prevPeak = line.close;
|
|
140
|
+
if (source(d) < prevTrough) {
|
|
141
|
+
nextChangePoint = prevTrough;
|
|
142
|
+
nextChangeTo = "yin";
|
|
143
|
+
}
|
|
144
|
+
}
|
|
145
|
+
if (line.startAs === undefined) {
|
|
146
|
+
line.startAs = direction > 0 ? "yang" : "yin";
|
|
147
|
+
}
|
|
148
|
+
const startAs = line.changeTo || line.startAs;
|
|
149
|
+
line.added = true;
|
|
150
|
+
kagiData.push(line);
|
|
151
|
+
direction = -1 * direction; // direction is reversed
|
|
152
|
+
line = Object.assign({}, line);
|
|
153
|
+
line.open = nextLineOpen;
|
|
154
|
+
line.close = source(d);
|
|
155
|
+
line.startAs = startAs;
|
|
156
|
+
line.changePoint = nextChangePoint;
|
|
157
|
+
line.changeTo = nextChangeTo;
|
|
158
|
+
line.added = false;
|
|
159
|
+
line.from = undefined;
|
|
160
|
+
line.volume = 0;
|
|
161
|
+
}
|
|
162
|
+
else {
|
|
163
|
+
// console.log("MOVING IN REV DIR BUT..", line.open, line.close, source(d));
|
|
164
|
+
}
|
|
165
|
+
line.current = source(d);
|
|
166
|
+
// @ts-ignore
|
|
167
|
+
let dir = line.close - line.open;
|
|
168
|
+
dir = dir === 0 ? 1 : dir / Math.abs(dir);
|
|
169
|
+
// @ts-ignore
|
|
170
|
+
line.reverseAt = dir > 0 ? line.close - reversalThreshold(d) : line.open - reversalThreshold(d);
|
|
171
|
+
});
|
|
172
|
+
if (!line.added) {
|
|
173
|
+
kagiData.push(line);
|
|
174
|
+
}
|
|
175
|
+
return kagiData;
|
|
176
|
+
};
|
|
177
|
+
calculator.options = (newOptions) => {
|
|
178
|
+
if (newOptions === undefined) {
|
|
179
|
+
return options;
|
|
180
|
+
}
|
|
181
|
+
options = Object.assign(Object.assign({}, defaultOptions), newOptions);
|
|
182
|
+
return calculator;
|
|
183
|
+
};
|
|
184
|
+
calculator.dateMutator = (newDateMutator) => {
|
|
185
|
+
if (newDateMutator === undefined) {
|
|
186
|
+
return dateMutator;
|
|
187
|
+
}
|
|
188
|
+
dateMutator = newDateMutator;
|
|
189
|
+
return calculator;
|
|
190
|
+
};
|
|
191
|
+
calculator.dateAccessor = (newDateAccessor) => {
|
|
192
|
+
if (newDateAccessor === undefined) {
|
|
193
|
+
return dateAccessor;
|
|
194
|
+
}
|
|
195
|
+
dateAccessor = newDateAccessor;
|
|
196
|
+
return calculator;
|
|
197
|
+
};
|
|
198
|
+
return calculator;
|
|
199
|
+
}
|
|
200
|
+
//# sourceMappingURL=kagi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"kagi.js","sourceRoot":"","sources":["../../src/calculator/kagi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,UAAU,CAAC;AAChD,OAAO,GAAG,MAAM,OAAO,CAAC;AACxB,OAAO,EAAE,IAAI,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AAExE,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAG,cAAc,CAAC;IAC7B,IAAI,YAAY,GAAG,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC;IACtC,IAAI,WAAW,GAAG,CAAC,CAAM,EAAE,IAAS,EAAE,EAAE;QACpC,CAAC,CAAC,IAAI,GAAG,IAAI,CAAC;IAClB,CAAC,CAAC;IAEF,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,YAAY,EAAE,UAAU,EAAE,QAAQ,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAEnE,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAEhC,IAAI,iBAAsB,CAAC;QAE3B,IAAI,YAAY,KAAK,KAAK,EAAE;YACxB,MAAM,YAAY,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,CAAC,CAAC;YAEnD,MAAM,aAAa,GAAG,KAAK,EAAE;iBACxB,SAAS,CAAC,YAAY,CAAC;iBACvB,KAAK,CAAC,CAAC,CAAM,EAAE,CAAM,EAAE,EAAE;gBACtB,CAAC,CAAC,KAAK,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC;YAC9B,CAAC,CAAC,CAAC;YAEP,aAAa,CAAC,IAAI,CAAC,CAAC;YACpB,iBAAiB,GAAG,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,GAAG,UAAU,CAAC,CAAC;SACzD;aAAM;YACH,iBAAiB,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC;SACzC;QAED,MAAM,QAAQ,GAAU,EAAE,CAAC;QAE3B,IAAI,QAAa,CAAC;QAClB,IAAI,UAAe,CAAC;QACpB,IAAI,SAAc,CAAC;QAEnB,IAAI,IAAI,GAmBJ,EAAE,CAAC;QAEP,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC;YACpB,IAAI,IAAI,CAAC,IAAI,KAAK,SAAS,EAAE;gBACzB,WAAW,CAAC,IAAI,EAAE,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC;gBACnC,IAAI,CAAC,IAAI,GAAG,YAAY,CAAC,CAAC,CAAC,CAAC;gBAE5B,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;oBACZ,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC;iBACtB;gBACD,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC;gBACnB,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC;gBACjB,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE;oBACb,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;iBAC1B;gBACD,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,WAAW,CAAC;gBACjC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,cAAc,CAAC;gBACvC,IAAI,CAAC,YAAY,GAAG,CAAC,CAAC,YAAY,CAAC;gBACnC,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,WAAW,CAAC;aACpC;YAED,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;gBACnB,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,WAAW,CAAC;gBACjC,IAAI,IAAI,CAAC,WAAW,EAAE;oBAClB,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC;iBACtB;aACJ;YAED,IAAI,CAAC,IAAI,CAAC,cAAc,EAAE;gBACtB,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,cAAc,CAAC;gBACvC,IAAI,IAAI,CAAC,cAAc,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;oBAC1C,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC;iBACtB;aACJ;YAED,IAAI,CAAC,IAAI,CAAC,YAAY,EAAE;gBACpB,IAAI,CAAC,YAAY,GAAG,CAAC,CAAC,YAAY,CAAC;gBACnC,IAAI,IAAI,CAAC,YAAY,IAAI,CAAC,IAAI,CAAC,cAAc,EAAE;oBAC3C,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC;iBACtB;aACJ;YACD,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;gBACnB,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,WAAW,CAAC;gBACjC,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,IAAI,CAAC,YAAY,EAAE;oBACxC,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC;iBACtB;aACJ;YACD,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,MAAM,CAAC;YAC5C,aAAa;YACb,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC;YACxC,aAAa;YACb,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC;YACrC,IAAI,CAAC,EAAE,GAAG,YAAY,CAAC,CAAC,CAAC,CAAC;YAE1B,aAAa;YACb,MAAM,aAAa,GAAG,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC;YAE7C;YACI,aAAa;YACb,CAAC,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,IAAI,CAAC,cAAc,IAAI,aAAa,GAAG,CAAC,CAAC,CAAC,kCAAkC;gBAChG,aAAa;gBACb,CAAC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,gBAAgB,IAAI,aAAa,GAAG,CAAC,CAAC,CAAC,kCAAkC,EACnG;gBACE,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;gBACvB,aAAa;gBACb,IAAI,UAAU,IAAI,IAAI,CAAC,KAAK,GAAG,UAAU,EAAE;oBACvC,yDAAyD;oBACzD,mEAAmE;oBACnE,IAAI,CAAC,WAAW,GAAG,UAAU,CAAC;oBAC9B,IAAI,IAAI,CAAC,OAAO,KAAK,KAAK,EAAE;wBACxB,IAAI,CAAC,QAAQ,GAAG,KAAK,CAAC;wBACtB,yBAAyB;qBAC5B;iBACJ;gBAED,aAAa;gBACb,IAAI,QAAQ,IAAI,IAAI,CAAC,KAAK,GAAG,QAAQ,EAAE;oBACnC,uDAAuD;oBACvD,iEAAiE;oBACjE,IAAI,CAAC,WAAW,GAAG,QAAQ,CAAC;oBAC5B,IAAI,IAAI,CAAC,OAAO,KAAK,MAAM,EAAE;wBACzB,IAAI,CAAC,QAAQ,GAAG,MAAM,CAAC;wBACvB,wBAAwB;qBAC3B;iBACJ;aACJ;iBAAM;YACH,aAAa;YACb,CAAC,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,IAAI,CAAC,cAAc;gBACnC,aAAa,GAAG,CAAC,CAAC,mCAAmC;gBACrD,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,GAAG,iBAAiB,CAAC,CAAC,CAAC,CAAC,CAAC,iDAAiD;gBACrG,aAAa;gBACb,CAAC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,gBAAgB;oBACpC,aAAa,GAAG,CAAC,CAAC,mCAAmC;oBACrD,iDAAiD;oBACjD,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,GAAG,iBAAiB,CAAC,CAAC,CAAC,CAAC,EACrD;gBACE,oBAAoB;gBACpB,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC;gBAEhC,aAAa;gBACb,SAAS,GAAG,CAAC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC;gBAExE,IAAI,eAAe,CAAC;gBACpB,IAAI,YAAY,CAAC;gBACjB,IAAI,SAAS,GAAG,CAAC,CAAC,qCAAqC,EAAE;oBACrD,6CAA6C;oBAC7C,IAAI,QAAQ,KAAK,SAAS,EAAE;wBACxB,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC;qBACxB;oBACD,UAAU,GAAG,IAAI,CAAC,KAAK,CAAC;oBACxB,IAAI,MAAM,CAAC,CAAC,CAAC,GAAG,QAAQ,EAAE;wBACtB,eAAe,GAAG,QAAQ,CAAC;wBAC3B,YAAY,GAAG,MAAM,CAAC;qBACzB;iBACJ;qBAAM;oBACH,IAAI,UAAU,KAAK,SAAS,EAAE;wBAC1B,UAAU,GAAG,IAAI,CAAC,IAAI,CAAC;qBAC1B;oBACD,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC;oBACtB,IAAI,MAAM,CAAC,CAAC,CAAC,GAAG,UAAU,EAAE;wBACxB,eAAe,GAAG,UAAU,CAAC;wBAC7B,YAAY,GAAG,KAAK,CAAC;qBACxB;iBACJ;gBACD,IAAI,IAAI,CAAC,OAAO,KAAK,SAAS,EAAE;oBAC5B,IAAI,CAAC,OAAO,GAAG,SAAS,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC;iBACjD;gBAED,MAAM,OAAO,GAAG,IAAI,CAAC,QAAQ,IAAI,IAAI,CAAC,OAAO,CAAC;gBAC9C,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;gBAClB,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBACpB,SAAS,GAAG,CAAC,CAAC,GAAG,SAAS,CAAC,CAAC,wBAAwB;gBAEpD,IAAI,qBAAQ,IAAI,CAAE,CAAC;gBACnB,IAAI,CAAC,IAAI,GAAG,YAAY,CAAC;gBACzB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;gBACvB,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;gBACvB,IAAI,CAAC,WAAW,GAAG,eAAe,CAAC;gBACnC,IAAI,CAAC,QAAQ,GAAG,YAAY,CAAC;gBAC7B,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;gBACnB,IAAI,CAAC,IAAI,GAAG,SAAS,CAAC;gBACtB,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC;aACnB;iBAAM;gBACH,4EAA4E;aAC/E;YACD,IAAI,CAAC,OAAO,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;YACzB,aAAa;YACb,IAAI,GAAG,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC;YACjC,GAAG,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;YAC1C,aAAa;YACb,IAAI,CAAC,SAAS,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,GAAG,iBAAiB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,GAAG,iBAAiB,CAAC,CAAC,CAAC,CAAC;QACpG,CAAC,CAAC,CAAC;QACH,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE;YACb,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;SACvB;QAED,OAAO,QAAQ,CAAC;IACpB,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAAgB,EAAE,EAAE;QACtC,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,UAAU,CAAC,WAAW,GAAG,CAAC,cAAoB,EAAE,EAAE;QAC9C,IAAI,cAAc,KAAK,SAAS,EAAE;YAC9B,OAAO,WAAW,CAAC;SACtB;QAED,WAAW,GAAG,cAAc,CAAC;QAE7B,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,UAAU,CAAC,YAAY,GAAG,CAAC,eAAqB,EAAE,EAAE;QAChD,IAAI,eAAe,KAAK,SAAS,EAAE;YAC/B,OAAO,YAAY,CAAC;SACvB;QAED,YAAY,GAAG,eAAe,CAAC;QAE/B,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAAU,CAAC;AACtB,CAAC"}
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
export interface MACDOptions {
|
|
2
|
+
readonly fast: number;
|
|
3
|
+
readonly slow: number;
|
|
4
|
+
readonly signal: number;
|
|
5
|
+
readonly sourcePath?: string;
|
|
6
|
+
}
|
|
7
|
+
interface MACDCalculator {
|
|
8
|
+
(data: any[]): {
|
|
9
|
+
macd: number | undefined;
|
|
10
|
+
signal: number | undefined;
|
|
11
|
+
divergence: number | undefined;
|
|
12
|
+
}[];
|
|
13
|
+
undefinedLength(): number;
|
|
14
|
+
options(): MACDOptions;
|
|
15
|
+
options(newOptions: MACDOptions): MACDCalculator;
|
|
16
|
+
}
|
|
17
|
+
export default function (): MACDCalculator;
|
|
18
|
+
export {};
|
|
@@ -0,0 +1,57 @@
|
|
|
1
|
+
/*
|
|
2
|
+
https://github.com/ScottLogic/d3fc/blob/master/src/indicator/algorithm/calculator/macd.js
|
|
3
|
+
|
|
4
|
+
The MIT License (MIT)
|
|
5
|
+
|
|
6
|
+
Copyright (c) 2014-2015 Scott Logic Ltd.
|
|
7
|
+
|
|
8
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
9
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
10
|
+
in the Software without restriction, including without limitation the rights
|
|
11
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
12
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
13
|
+
furnished to do so, subject to the following conditions:
|
|
14
|
+
|
|
15
|
+
The above copyright notice and this permission notice shall be included in
|
|
16
|
+
all copies or substantial portions of the Software.
|
|
17
|
+
|
|
18
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
19
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
20
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
21
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
22
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
23
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
|
|
24
|
+
THE SOFTWARE.
|
|
25
|
+
*/
|
|
26
|
+
import { zip } from "d3-array";
|
|
27
|
+
import { MACD as defaultOptions } from "./defaultOptionsForComputation";
|
|
28
|
+
import ema from "./ema";
|
|
29
|
+
export default function () {
|
|
30
|
+
let options = defaultOptions;
|
|
31
|
+
const calculator = (data) => {
|
|
32
|
+
const { fast, slow, signal, sourcePath } = options;
|
|
33
|
+
const fastEMA = ema().options({ windowSize: fast, sourcePath });
|
|
34
|
+
const slowEMA = ema().options({ windowSize: slow, sourcePath });
|
|
35
|
+
const signalEMA = ema().options({ windowSize: signal, sourcePath: undefined });
|
|
36
|
+
const diff = zip(fastEMA(data), slowEMA(data)).map((d) => d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined);
|
|
37
|
+
const averageDiff = signalEMA(diff);
|
|
38
|
+
return zip(diff, averageDiff).map((d) => ({
|
|
39
|
+
macd: d[0],
|
|
40
|
+
signal: d[1],
|
|
41
|
+
divergence: d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined,
|
|
42
|
+
}));
|
|
43
|
+
};
|
|
44
|
+
calculator.undefinedLength = () => {
|
|
45
|
+
const { slow, signal } = options;
|
|
46
|
+
return slow + signal - 1;
|
|
47
|
+
};
|
|
48
|
+
calculator.options = (newOptions) => {
|
|
49
|
+
if (newOptions === undefined) {
|
|
50
|
+
return options;
|
|
51
|
+
}
|
|
52
|
+
options = Object.assign(Object.assign({}, defaultOptions), newOptions);
|
|
53
|
+
return calculator;
|
|
54
|
+
};
|
|
55
|
+
return calculator;
|
|
56
|
+
}
|
|
57
|
+
//# sourceMappingURL=macd.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"macd.js","sourceRoot":"","sources":["../../src/calculator/macd.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;EAwBE;AACF,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAE,IAAI,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AACxE,OAAO,GAAG,MAAM,OAAO,CAAC;AAoBxB,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAgB,cAAc,CAAC;IAE1C,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAEnD,MAAM,OAAO,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;QAEhE,MAAM,OAAO,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;QAEhE,MAAM,SAAS,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,CAAC,CAAC;QAE/E,MAAM,IAAI,GAAG,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACrD,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CACrE,CAAC;QAEF,MAAM,WAAW,GAAG,SAAS,CAAC,IAAI,CAAC,CAAC;QAEpC,OAAO,GAAG,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;YACtC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;SACjF,CAAC,CAAC,CAAC;IACR,CAAC,CAAC;IAEF,UAAU,CAAC,eAAe,GAAG,GAAG,EAAE;QAC9B,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC;QAEjC,OAAO,IAAI,GAAG,MAAM,GAAG,CAAC,CAAC;IAC7B,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAAwB,EAAE,EAAE;QAC9C,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAA4B,CAAC;AACxC,CAAC"}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
export default function (): {
|
|
2
|
+
(rawData: any[]): any[];
|
|
3
|
+
options(newOptions?: any): {
|
|
4
|
+
boxSize: number;
|
|
5
|
+
reversal: number;
|
|
6
|
+
sourcePath: string;
|
|
7
|
+
} | any;
|
|
8
|
+
dateMutator(newDateMutator?: any): ((d: any, date: any) => void) | any;
|
|
9
|
+
dateAccessor(newDateAccessor?: any): ((d: any) => any) | any;
|
|
10
|
+
};
|